The significance of Ash Wednesday

Traditionally, the ashes for the Ash Wednesday service come from burning the palm fronds from the previous year's Palm Sunday celebration.
They are made by burning palm fronds which have been saved from the previous year's Palm
Sunday, the Sunday before the Easter. They are then blessed by a priest.

Ashes are a biblical symbol of mourning and penance. In Bible times the custom was to fast, wear sackcloth, sit in dust and ashes, and put
dust and ashes on one's head.Blessed ashes having been used in God's rituals since the time of Moses (Numbers 19:9-10, 17).

They also symbolize death and so remind us of our mortality. Thus when the priest uses his thumb to sign one of the faithful with the ashes,
he says, "Remember, man, that thou art dust and unto dust thou shalt return,"

Getting self-ashed:
Of course, it is easier to purchase them from a religious supply house.
However, if you burn the palm fronds yourself, don't add any other ingredient-just burn the ashes plain. Add a little oil to the ashes so that they will stick to people's foreheads.
Don't overestimate how much you need! It is amazing how far a small amount of ashes will go!